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Fabozzi, Frank J. Scott, Louis O. Yeh, Shih-kuo Leistikow, Dean Lee, Cheng F. Choudhry, Moorad Anson, Mark J. P. Huang, Jeffrey Yang, Tyler T. Long, Michael S. Palmon, Oded Lin, Hsuan-Chu Cheng, Xiaolin Hsieh, Pei-Lin Finnerty, John D. All co-authors model default pricing hedge option rate options models futures paper optionspreistheorie using term market structure cost
Composed option pricing theory credit risk yield curve pricing model term structure cox ingersoll ingersoll ross ex ante multi factor interest rate derivative american style carry cost futures hedge hedge ratios hedge ratio credit default risk management rate options portfolio management portfolio selection credit derivative capital income particle swarm swarm optimization ross models bank liquidity cost rate financial crisis index futures constant elasticity elasticity variance new evidence artificial intelligence style derivatives bond futures market risk factor cox models term path dependent mathematische optimierung mathematical programming stochastischer prozess stochastic process Öffentliche anleihe public bond
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Ren-Raw Chen PhD Prof. Alternative spellings: R.-R. Chen Biblio: Rutgers Univ., New Brunswick, NJ, USA ; National Taiwan Univ. ; Rutgers Business School, Piscataway, NJ, USA
Affiliations Fordham University
Publishing years Series The Frank J. Fabozzi series (1) Series in mathematical finance (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
